+715.0%
P vs ACM
+128.0%
+587.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | +7.8% | -0.3% | +8.1% | +8.0% |
| 30D | +12.3% | -12.9% | +25.2% | +18.9% |
| 3M | +37.1% | -6.4% | +43.5% | +38.2% |
| 6M | +66.1% | -29.2% | +95.3% | +96.5% |
| YTD | +50.9% | -29.9% | +80.9% | +77.7% |
| 1Y | +27.2% | -47.3% | +74.5% | +76.3% |
| 3Y | +158.7% | -19.6% | +178.3% | +176.5% |
| 5Y | +291.1% | +5.5% | +285.6% | +253.1% |
| 10Y | +715.0% | +129.7% | +585.3% | +343.9% |
| All | +715.0% | +128.0% | +587.0% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling